+264.8%
T vs VCLT
+102.1%
+162.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +2.0% | -0.6% | +2.5% | +2.0% |
| 30D | -1.0% | +2.8% | -3.8% | -1.3% |
| 3M | -8.1% | -0.4% | -7.7% | -8.1% |
| 6M | -8.3% | -3.1% | -5.2% | -8.0% |
| YTD | -6.1% | -2.7% | -3.5% | -5.9% |
| 1Y | -7.4% | -3.7% | -3.7% | -7.0% |
| 3Y | +65.4% | +15.6% | +49.9% | +62.7% |
| 5Y | +57.6% | -15.8% | +73.4% | +57.5% |
| 10Y | +61.4% | +23.0% | +38.4% | +64.5% |
| All | +264.8% | +102.1% | +162.7% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling